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Three Essays on Nonstationary Time Series and GMM Estimation
Language: en
Pages: 114
Authors: Jungick Lee
Categories:
Type: BOOK - Published: 2010 - Publisher:

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Abstract: Three essays in this dissertation focus on developing new statistical methodologies to address some issues arising in applied econometrics literature.
Three Essays on Nonstationary Time Series Analysis
Language: en
Pages: 142
Authors:
Categories: Autoregression (Statistics)
Type: BOOK - Published: 2014 - Publisher:

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"Financial and macroeconomic time series data are often nonstationary. My dissertation consists of three essays concerning time series models with nonstationari
Three Essays on Non-linear Time Series
Language: en
Pages: 292
Authors: Chor-Yiu Sin
Categories: Nonlinear theories
Type: BOOK - Published: 1993 - Publisher:

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Essays on the Estimation and Inference in Non-stationary Time Series Models
Language: en
Pages: 181
Authors: Niels Haldrup
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Type: BOOK - Published: 1996 - Publisher:

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Three Essays on Generalized Method of Moments
Language: en
Pages: 294
Authors: Artem B. Prokhorov
Categories: Econometric models
Type: BOOK - Published: 2006 - Publisher:

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